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Global Asset Classes, ranked by Standard Deviation

for period ending August 31, 2023
 
Use the table below to compare the performance of all the portfolios in this peer group. You may sort by any column by clicking on the column headings in the gray row.
   Standard Deviation Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average16.4%15.2%16.0%14.4%13.3%15.1% 5.0%2.9%2.8%4.0%4.0%4.1%
 
ACWI (Global)ACWIInt'l Equity: Core21.2%18.4%19.4%17.1%15.7%18.7% 14.4%7.3%7.5%9.5%8.6%6.9%
U.S. Total Bond MarketAGGFixed Income: Aggregate7.8%5.9%5.6%4.9%4.5%4.6% -1.1%-4.4%0.5%0.2%1.5%2.5%
Alerian US MLPAMLPEquity: MLP22.8%34.6%45.6%38.3%32.7%  12.8%32.0%3.4%2.5%0.8% 
T-Bill 1-3 MonthBILFixed Income: Cash-like0.4%0.6%0.5%0.4%0.4%0.4% 3.9%1.4%1.5%1.3%0.9%0.6%
U.S. Total Bond MarketBNDFixed Income: Aggregate7.6%5.8%5.7%5.0%4.5%4.6% -1.3%-4.5%0.5%0.2%1.5%2.6%
CHN PRC RenminbiCYBCurrency: CHN Renminbi8.3%6.4%5.9%5.9%5.3%4.6% -2.5%0.3%1.2%1.4%0.7%1.1%
AgricultureDBACommodities7.4%11.2%11.7%10.8%11.3%14.0% 5.9%14.0%5.6%1.5%-1.1%-2.9%
Industrial MetalsDBBCommodities26.0%24.5%21.3%20.3%18.5%22.1% -4.8%6.0%3.0%4.9%1.3%-1.0%
OilDBOCommodities24.6%39.9%38.8%34.7%30.6%30.4% -1.7%29.4%6.0%10.5%-4.7%-6.2%
iShares MSCIEEMEquity: Emerging Mkts26.9%18.0%19.9%18.6%18.1%22.8% 1.6%-2.2%0.3%3.2%2.4%1.9%
Intl Dev CoreEFAInt'l Equity: Lg Cap25.0%19.8%19.2%17.0%15.9%19.4% 18.5%6.3%4.2%5.9%4.9%3.8%
iSh EAFE GrowthEFGInt'l Equity: Lg Cap Gro26.2%20.5%19.6%17.4%16.2%19.2% 15.6%2.1%4.3%6.2%5.5%4.3%
iSh EAFE ValueEFVInt'l Equity: Lg Cap Val25.2%21.5%20.7%18.4%17.2%20.8% 21.5%9.9%3.4%5.1%3.7%2.9%
iShares EmergEMBFixed Income: Aggregate14.2%10.9%12.6%11.0%10.1%12.8% 3.8%-5.4%0.0%-0.1%2.3%3.7%
Emerg Mkt Hi YldEMHYFixed Income15.1%11.4%13.5%11.8%11.1%  8.1%-2.3%1.3%0.7%2.9% 
iSh MSCI Frontier 100FMInt'l Equity: Frontier22.4%17.1%19.4%18.7%   1.2%4.3%2.2%4.3%  
AUStraliaFXACurrency: AUS Dollar11.4%10.3%10.5%9.9%10.0%13.1% -4.9%-4.3%-2.0%-1.8%-2.5%-0.4%
GBP UK PoundFXBCurrency: GBP Pound9.2%8.1%8.2%8.3%8.2%8.8% 10.8%-1.5%-0.3%-0.5%-2.1%-2.5%
CAN Canada DollarFXCCurrency: CAN Dollar7.0%6.3%6.5%6.7%7.5%9.0% -1.6%-1.0%-0.4%-0.2%-2.4%-1.5%
EUR EuroFXECurrency: EUR Euro9.2%7.3%6.7%6.8%7.1%9.5% 8.6%-3.6%-2.0%-1.1%-2.6%-2.4%
CHF Swiss FrancFXFCurrency: CHF Franc9.3%7.9%7.1%7.0%7.6%10.2% 10.2%-0.2%0.8%0.5%-0.4%0.7%
JPY Japan YenFXYCurrency: JPY Yen12.3%8.9%8.0%8.1%8.6%9.5% -5.0%-10.6%-5.8%-5.3%-4.3%-2.4%
Muni Hi YieldHYDFixed Income10.2%8.0%11.9%10.9%9.8%  -1.9%-2.3%-0.9%0.2%3.1% 
US Treas 7-10yrIEFFixed Income8.8%6.9%7.2%6.5%6.3%6.9% -3.8%-6.6%0.1%-0.6%1.2%2.6%
US Corp Med 5-10yIGIBFixed Income9.6%7.5%8.3%7.1%6.1%6.1% 1.8%-3.7%1.8%1.4%2.2%3.3%
Intl TreasIGOVFixed Income13.8%10.2%9.2%8.7%8.2%  -0.7%-9.9%-4.2%-3.2%-1.9% 
MktVectors Intl Hi YieldIHYFixed Income12.3%10.2%11.4%10.0%9.5%  9.7%-2.8%0.9%1.7%2.3% 
MktVectors Intermed MuniITMFixed Income8.4%6.7%6.9%6.4%5.9%6.3% 1.6%-2.4%1.0%0.7%2.6%3.2%
US Large CoreIWBU.S. Equity: Lg / Mid20.4%19.6%21.3%18.7%16.9%18.3% 15.3%9.8%10.6%12.6%12.4%10.7%
iSh RussellIWCU.S. Equity: Micro Cap22.0%26.1%27.2%25.2%23.0%24.8% -4.9%5.8%0.7%6.3%6.6%6.8%
iSh Russ 1000 ValIWDU.S. Equity: Lg Cap Val20.5%19.4%20.7%18.1%16.5%18.3% 8.4%11.4%7.0%8.3%9.0%8.1%
iSh Russ 1000 GroIWFU.S. Equity: Lg Cap Gro23.4%22.7%24.2%21.4%19.1%19.6% 21.7%8.1%13.6%16.4%15.4%12.9%
iSh Russ 2000IWMU.S. Equity: Sm Cap24.5%24.2%25.7%23.5%21.5%23.3% 4.5%8.0%3.0%7.6%7.9%8.0%
iSh Russ 2000 ValIWNU.S. Equity: Sm Cap Val26.4%26.4%26.9%24.4%22.0%23.7% 1.9%13.3%3.0%6.7%7.2%7.1%
iSh Russell 2000IWOU.S. Equity: Sm Cap Gro22.7%23.6%25.9%23.7%22.0%23.8% 6.7%2.6%2.4%8.0%8.2%8.5%
iSh US Mid GrowthIWPU.S. Equity: Mid Cap Gro21.2%21.9%24.4%21.6%19.5%21.4% 13.0%3.7%7.8%11.0%10.8%10.2%
iSh US Mid CoreIWRU.S. Equity: Mid Cap22.1%21.1%23.5%20.5%18.5%20.8% 8.2%9.1%7.2%9.4%9.9%9.6%
iSh US Mid ValueIWSU.S. Equity: Mid Cap Val23.0%22.1%24.0%20.9%18.8%21.2% 5.5%11.9%5.9%7.5%8.7%8.7%
iSh Russell 3000IWVU.S. Equity: Lg Cap20.5%19.7%21.4%18.8%17.1%18.6% 14.5%9.6%10.1%12.3%12.0%10.5%
iShares Real EstateIYRU.S. Real Estate20.1%20.9%21.3%18.7%18.0%24.3% -6.7%3.8%3.1%3.5%6.6%5.8%
US Hi YieldJNKFixed Income8.7%9.3%10.3%8.9%8.3%12.7% 6.3%0.5%2.1%2.9%2.9%4.8%
US Mort BackedMBBFixed Income8.3%6.0%5.2%4.5%4.1%3.8% -2.2%-4.2%-0.3%-0.3%1.0%2.0%
PwrSh Emerg Mkt Sov DebtPCYFixed Income: Aggregate20.7%15.1%15.8%13.7%12.5%15.2% 10.0%-6.6%-1.1%-1.4%2.0%3.8%
PowerShares QQQQQQU.S. Equity: Lg Cap Gro28.9%25.0%26.2%23.5%21.5%22.3% 27.2%9.3%16.0%19.2%18.5%16.1%
Intl Dev Sm CapSCZInt'l Equity: Small Cap22.7%19.5%20.8%18.7%17.3%21.2% 9.9%2.5%1.5%5.0%5.6%5.5%
iSh Treas 1-3ySHYFixed Income: Short-Term2.6%1.9%1.8%1.6%1.4%1.3% 1.2%-1.0%0.9%0.7%0.7%1.0%
S&P 500SPYU.S. Equity: Lg Cap20.6%19.6%20.9%18.4%16.7%18.0% 15.8%10.5%11.1%12.9%12.7%10.8%
US Inflation ProtTIPFixed Income8.0%6.7%6.2%5.4%5.1%6.2% -3.7%-1.7%2.1%1.7%2.0%2.6%
iShares Treas 20y+ TLTFixed Income: Long-Term15.4%12.1%14.7%13.1%13.2%15.1% -11.0%-14.1%-2.3%-3.0%1.5%3.0%
USD US Dollar indxUUPCurrency: USD index8.5%7.4%6.6%6.6%6.8%8.1% 0.1%5.4%3.4%2.6%3.0%1.5%
Vanguard Real EstateVNQU.S. Real Estate20.4%21.3%21.3%18.8%18.5%25.4% -7.3%4.0%3.4%2.9%6.7%6.3%